R-SIG-Finance June 2013

Are my VaR forecasts correct (using rugarch)?

A

A

4 msgs · Jun 4 – Jun 8

A

Alexandra Bridges Are my VaR forecasts correct (using rugarch)? Jun 4, 2013

A

Alexios Ghalanos Are my VaR forecasts correct (using rugarch)? Jun 4, 2013

A

Alexandra Bridges Are my VaR forecasts correct (using rugarch)? Jun 8, 2013

A

Alexios Ghalanos Are my VaR forecasts correct (using rugarch)? Jun 8, 2013

Best optimizer for large scale problems

B

D

A

5 msgs · Jun 5 – Jun 6

B

Bastian Offermann Best optimizer for large scale problems Jun 5, 2013

D

Dominykas Grigonis Best optimizer for large scale problems Jun 6, 2013

A

Alexios Ghalanos Best optimizer for large scale problems Jun 6, 2013

E

Enrico Schumann Best optimizer for large scale problems Jun 6, 2013

W

Whit Armstrong Best optimizer for large scale problems Jun 6, 2013

Clustering

B

M

2 msgs · Jun 22 – Jun 22

B

BBands Clustering Jun 22, 2013

M

Me Clustering Jun 22, 2013

Cointegration question.

G

B

W

6 msgs · Jun 14 – Jun 15

G

ganesha0701 Cointegration question. Jun 14, 2013

B

Brian G. Peterson Cointegration question. Jun 14, 2013

W

Wildi Marc (wlmr) Cointegration question. Jun 14, 2013

G

ganesha0701 Cointegration question. Jun 15, 2013

K

Kent Hoxsey Cointegration question. Jun 15, 2013

M

Matt Rimmer Cointegration question. Jun 15, 2013

Computational Time using rugarch package

I

A

7 msgs · Jun 9 – Jun 10

I

Ivanov Ruporvrich Computational Time using rugarch package Jun 9, 2013

A

Alexios Ghalanos Computational Time using rugarch package Jun 10, 2013

I

Ivanov Ruporvrich Computational Time using rugarch package Jun 10, 2013

A

Alexios Ghalanos Computational Time using rugarch package Jun 10, 2013

A

Alexios Ghalanos Computational Time using rugarch package Jun 10, 2013

I

Ivanov Ruporvrich Computational Time using rugarch package Jun 10, 2013

I

Ivanov Ruporvrich Computational Time using rugarch package Jun 10, 2013

Continuous time series in futures.

G

A

2 msgs · Jun 15 – Jun 16

G

ganesha0701 Continuous time series in futures. Jun 15, 2013

A

Andrew Piskorski Continuous time series in futures. Jun 16, 2013

Delete bad dividend row

F

G

3 msgs · Jun 30 – Jun 30

F

Frank Delete bad dividend row Jun 30, 2013

G

G See Delete bad dividend row Jun 30, 2013

F

Frank Delete bad dividend row Jun 30, 2013

Error when I run the strategy.

E

D

2 msgs · Jun 16 – Jun 17

E

Eduardo Romero López Error when I run the strategy. Jun 16, 2013

D

Deo Jaiswal Error when I run the strategy. Jun 17, 2013

Expected Shortfall from GARCH Models with sged Innovation

D

A

4 msgs · Jun 19 – Jun 19

D

Daniel Liebert Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013

A

Alexios Ghalanos Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013

D

Daniel Liebert Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013

A

Alexios Ghalanos Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013

FLEX options

O

1 msg · Jun 19

O

Oleg Mubarakshin FLEX options Jun 19, 2013

Garch Model

C

1 msg · Jun 15

C

Christofer Bogaso Garch Model Jun 15, 2013

How to calculate AIC and BIC for GBM and OU processes in R

O

D

M

3 msgs · Jun 15 – Jun 15

O

ousbens How to calculate AIC and BIC for GBM and OU processes in R Jun 15, 2013

D

Dominykas Grigonis How to calculate AIC and BIC for GBM and OU processes in R Jun 15, 2013

M

Mark Leeds How to calculate AIC and BIC for GBM and OU processes in R Jun 15, 2013

MSCI Barra Indicie's

M

1 msg · Jun 1

M

Matt Considine MSCI Barra Indicie's Jun 1, 2013

Monte Carlo simulations for barrier options?

R

K

3 msgs · Jun 10 – Jun 14

R

Raghuraman Ramachandran Monte Carlo simulations for barrier options? Jun 10, 2013

K

Krishna Kumar Monte Carlo simulations for barrier options? Jun 12, 2013

R

Raghuraman Ramachandran Monte Carlo simulations for barrier options? Jun 14, 2013

Package "eventstudies" and column names

I

V

2 msgs · Jun 18 – Jun 18

I

iza.ch1 Package "eventstudies" and column names Jun 18, 2013

V

Vikram Bahure Package "eventstudies" and column names Jun 18, 2013

Questions on stationarity and johansen test.

G

1 msg · Jun 14

G

ganesha0701 Questions on stationarity and johansen test. Jun 14, 2013

RQuantLib setCalendarContext

A

1 msg · Jun 13

A

AlexPiche RQuantLib setCalendarContext Jun 13, 2013

Regarding significance of "Season" parameter

G

M

3 msgs · Jun 3 – Jun 5

G

gunjan narulkar Regarding significance of "Season" parameter Jun 3, 2013

M

Matthieu Stigler Regarding significance of "Season" parameter Jun 5, 2013

G

gunjan narulkar Regarding significance of "Season" parameter Jun 5, 2013

Risk return analysis

C

W

S

3 msgs · Jun 29 – Jun 29

C

Christofer Bogaso Risk return analysis Jun 29, 2013

W

Wildi Marc (wlmr) Risk return analysis Jun 29, 2013

S

sidharth mallik Risk return analysis Jun 29, 2013

SABR or 5 point models

R

1 msg · Jun 4

R

Ryan Lanham SABR or 5 point models Jun 4, 2013

Turing's Cathedral

B

1 msg · Jun 23

B

BBands Turing's Cathedral Jun 23, 2013

Warning: timeLastNdayInMonth gets Fridays one week off

I

E

2 msgs · Jun 12 – Jun 12

I

Ilya Kipnis Warning: timeLastNdayInMonth gets Fridays one week off Jun 12, 2013

E

Enrico Schumann Warning: timeLastNdayInMonth gets Fridays one week off Jun 12, 2013

Window size in ugarchroll of rugarch package?

A

A

2 msgs · Jun 12 – Jun 15

A

Alexandra Bridges Window size in ugarchroll of rugarch package? Jun 12, 2013

A

Alexios Ghalanos Window size in ugarchroll of rugarch package? Jun 15, 2013

can't find setstart setbound setfixed in rugarch package

C

A

4 msgs · Jun 18 – Jun 19

C

ce can't find setstart setbound setfixed in rugarch package Jun 18, 2013

A

Alexios Ghalanos can't find setstart setbound setfixed in rugarch package Jun 18, 2013

C

ce can't find setstart setbound setfixed in rugarch package Jun 19, 2013

A

Alexios Ghalanos can't find setstart setbound setfixed in rugarch package Jun 19, 2013

create new columns xts

D

G

2 msgs · Jun 23 – Jun 23

D

Dominykas Grigonis create new columns xts Jun 23, 2013

G

G See create new columns xts Jun 23, 2013

cut range from time objects

D

G

2 msgs · Jun 23 – Jun 23

D

Dominykas Grigonis cut range from time objects Jun 23, 2013

G

G See cut range from time objects Jun 23, 2013

fastCluster Clustering

E

1 msg · Jun 23

E

Evelyn Mitchell fastCluster Clustering Jun 23, 2013

performance attribution output

B

Y

2 msgs · Jun 5 – Jun 5

B

Bos, Roger performance attribution output Jun 5, 2013

Y

Yang Lu performance attribution output Jun 5, 2013

rugarch

J

J

A

3 msgs · Jun 8 – Jun 8

J

Jesper Hybel Pedersen rugarch Jun 8, 2013

J

Jeff Ryan rugarch Jun 8, 2013

A

Alexios Ghalanos rugarch Jun 8, 2013

rugarch package

G

A

2 msgs · Jun 23 – Jun 23

G

Gmail rugarch package Jun 23, 2013

A

Alexios Ghalanos rugarch package Jun 23, 2013